| dc.contributor.advisor | 吳柏林 | zh_TW |
| dc.contributor.advisor | Wu, B | en_US |
| dc.contributor.author (Authors) | 姜一銘 | zh_TW |
| dc.contributor.author (Authors) | Jiang, I Ming | en_US |
| dc.creator (作者) | 姜一銘 | zh_TW |
| dc.creator (作者) | Jiang, I Ming | en_US |
| dc.date (日期) | 1996 | en_US |
| dc.date.accessioned | 28-Apr-2016 11:48:29 (UTC+8) | - |
| dc.date.available | 28-Apr-2016 11:48:29 (UTC+8) | - |
| dc.date.issued (上傳時間) | 28-Apr-2016 11:48:29 (UTC+8) | - |
| dc.identifier (Other Identifiers) | B2002002788 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/87303 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 統計學系 | zh_TW |
| dc.description (描述) | 83354005 | zh_TW |
| dc.description.abstract (摘要) | 對樣本資料之機率密度函數f(x)的無母數估計方法，一直是統計推論領域的研究重點之一，而且在通訊理論與圖形辨別上有非常重要的地位。傳統的文獻對密度函數的估計方法大部分著重於獨立樣本的情形。對於時間數列的相關樣本（例如：經濟指標或加權股票指數資料）比較少提到。本文針對具有弱相關性的穩定時間數列樣本，嘗試提出一個核密度估計的方法並探討其性質。 | zh_TW |
| dc.description.abstract (摘要) | For a sample data, the nonparametric estimation of a probability density f(x) is always one point of research problem in statistical inference and plays an important role in communication theory and pattern recognition. Traditionally, the literature dealing with density estimation when the observations are independent is extensive. Time series sample with weak dependence, (for example, an economic indicator or a stock market index data), less in this aspect of discussion. Our main purpose is concerned with the estimation of the probability density function f(x) of a stationary time series sample and discusses some properties of this kernel density. | en_US |
| dc.description.tableofcontents | 謝辭摘要AbstractCatalog1. INTRODUCTION-----12. PRELIMINARY RESULTS-----4 2.1 THE MSE AND MISE CRITERIA-----5 2.2 DERIVATION OF THE OPTIMAL HISTOGRAM-----63. MAIN RESULTS-----13REFERENCES-----24 | zh_TW |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#B2002002788 | en_US |
| dc.subject (關鍵詞) | 核密度估計 | zh_TW |
| dc.subject (關鍵詞) | 區間帶寬 | zh_TW |
| dc.subject (關鍵詞) | 強混和 | zh_TW |
| dc.subject (關鍵詞) | 幾乎確定 | zh_TW |
| dc.subject (關鍵詞) | kernel density estimation | en_US |
| dc.subject (關鍵詞) | bandwidth | en_US |
| dc.subject (關鍵詞) | strong mixing | en_US |
| dc.subject (關鍵詞) | almost sure | en_US |
| dc.title (題名) | 時間數列之核密度估計探討 | zh_TW |
| dc.title (題名) | Kernel Density Estimation for Time Series | en_US |
| dc.type (資料類型) | thesis | en_US |
